Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48913.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42229.77 Kr¶

PnL: ---------------------------------------> -203.51 Kr¶

DD now: ---------------------------------> -7.92 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:07:20.947727'

Anic Portfolio¶

Today¶

Return: -0.791 %¶

This Week¶

Return: -0.791 %¶

Total portfolio value¶

Return including deposits: 60.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.230000 1662.840000 195.300000 13.310000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
JM 6 1.390000 874.200000 12.000000 1.390000 862.200000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Catena 2 1.470000 801.200000 11.600000 1.470000 789.600000
BioGaia B 8 1.120000 938.400000 10.400000 1.120000 928.000000
Sagax B 4 1.080000 861.200000 9.200000 1.080000 852.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.700000 939.500000 6.500000 0.700000 933.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
ASSA ABLOY B 3 0.420000 780.300000 3.300000 0.420000 777.000000
Bilia A 8 0.180000 900.800000 3.200000 0.360000 897.600000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Hexatronic Group 12 -0.020000 964.320000 -0.240000 -0.020000 964.560000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
SKF B 5 -0.370000 934.500000 -3.500000 -0.370000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Byggmax Group 33 -0.830000 946.440000 -7.920000 -0.830000 954.360000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
EQT 4 -1.210000 819.600000 -10.000000 -1.210000 829.600000
Addnode Group B 11 -1.680000 903.100000 -15.400000 -1.680000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.140000 906.400000 -19.800000 -2.140000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.020000 820.800000 -34.400000 -4.020000 855.200000
Indutrade 5 -3.330000 1174.000000 -40.500000 -3.330000 1214.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Bufab 3 -4.180000 1060.200000 -46.200000 -4.180000 1106.400000
Hexagon B 26 -1.470000 3400.800000 -50.700000 -1.470000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -6.000000 1368.670000 -86.330000 -5.930000 1455.000000
TOTAL 42229.770000 -203.510000 -7.91971% 42433.280000

Updated:¶

'2023-07-03 14:07:37.620530'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶